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Econometrics Franco Peracchi

  • SKU: BELL-1438094
Econometrics Franco Peracchi
$ 31.00 $ 45.00 (-31%)

4.7

56 reviews

Econometrics Franco Peracchi instant download after payment.

Publisher: Wiley
File Extension: DJVU
File size: 5.18 MB
Pages: 693
Author: Franco Peracchi
ISBN: 9780471987642, 0471987646
Language: English
Year: 2001

Product desciption

Econometrics Franco Peracchi by Franco Peracchi 9780471987642, 0471987646 instant download after payment.

In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS, GLS and instrumental variables) and some of the key research areas of the last few years, including sampling problems, nonparametric methods and panel data analysis. Designed for advanced undergraduate and postgraduate students of the subject, Econometrics provides rigorous, yet accessible, coverage of the subject.

Key features include:

  • A unified approach to statistical estimation emphasising the analogy (or bootstrap) principle
  • An introduction to bootstrap and jackknife methods for assessing the accuracy of an estimator
  • Detailed discussion of nonparametric methods for estimating density and regression functions
  • Emphasis on diagnostic procedures and on prediction criteria for evaluating the results of statistical analysis
  • An introduction to linear exponential family and generalized linear models
  • A thorough discussion of robustness in statistical sense.

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